Anic Equity¶

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Total return since start: 0.663 %¶

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Equity now: -----------------------------> 50798.51 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45247.19 Kr¶

PnL: ---------------------------------------> -330.4 Kr¶

DD now: ---------------------------------> -4.371 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-19 14:05:57.363280'

Anic Portfolio¶

Today¶

Return: 0.093 %¶

This Week¶

Return: 0.093 %¶

Total portfolio value¶

Return including deposits: 66.301 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
INVISIO 15 -0.410000 3600.000000 37.500000 1.050000 3562.500000
Hexagon B 26 -0.450000 3437.200000 26.000000 0.760000 3411.200000
Hexatronic Group 15 3.540000 1088.100000 20.400000 1.910000 1067.700000
Nederman Holding 1 -0.460000 215.000000 16.000000 8.040000 199.000000
Orrön Energy 170 -2.420000 2056.150000 15.300000 0.750000 2040.850000
Vitec Software Group B 2 -0.890000 1116.000000 15.000000 1.360000 1101.000000
Sagax A 4 0.000000 896.000000 12.000000 1.360000 884.000000
Sagax B 4 -0.980000 893.600000 10.400000 1.180000 883.200000
Profoto Holding 7 -0.710000 590.800000 8.800000 1.510000 581.999999
Platzer Fastigheter Holding B 12 -0.500000 957.600000 8.400000 0.880000 949.200000
Addnode Group B 7 -1.810000 909.300000 6.300000 0.700000 903.000000
Atrium Ljungberg B 5 -0.110000 907.500000 6.000000 0.670000 901.500000
Hennes & Mauritz B 6 -0.560000 915.120000 5.160000 0.570000 909.960000
HEXPOL B 8 -0.580000 959.200000 4.000000 0.420000 955.200000
SKF B 5 -1.030000 981.250000 3.250000 0.330000 978.000000
Sandvik 4 -1.260000 847.600000 2.000000 0.240000 845.600000
Latour B 4 -2.860000 855.600000 1.600000 0.190000 854.000000
ASSA ABLOY B 4 -1.350000 992.000000 1.200000 0.120000 990.800000
AcadeMedia 20 -0.810000 976.400000 0.800000 0.080000 975.600000
Alimak Group 12 -0.240000 1003.200000 -1.200000 -0.120000 1004.400000
Biotage 1 -7.670000 145.700000 -1.800000 -1.220000 147.500000
Eastnine 6 -1.270000 654.000000 -3.000000 -0.460000 657.000000
BHG Group 109 -5.600000 1415.910000 -3.270000 -0.230000 1419.180000
JM 7 -1.820000 944.300000 -3.500000 -0.370000 947.800000
Gränges 10 3.720000 1032.000000 -4.000000 -0.390000 1036.000000
BioGaia B 8 -2.090000 898.400000 -4.000000 -0.440000 902.400000
Catena 2 -0.300000 799.600000 -4.000000 -0.500000 803.600000
Hoist Finance 36 0.360000 1002.600000 -5.400000 -0.540000 1008.000000
Byggmax Group 33 -2.150000 958.980000 -5.940000 -0.620000 964.920000
Vitrolife 3 -1.850000 670.200000 -6.800000 -1.000000 677.000001
EQT 4 -2.850000 860.400000 -10.400000 -1.190000 870.800000
Investor B 3 -1.580000 644.400000 -13.600000 -2.070000 657.999999
OX2 12 -4.680000 891.600000 -15.000000 -1.650000 906.600000
Creaspac SPAC 40 -0.840000 3796.000000 -28.000000 -0.730000 3824.000000
VEF 788 -2.400000 1858.100000 -39.400000 -2.080000 1897.504000
Balco Group 39 -1.270000 1821.300000 -53.700000 -2.860000 1874.999997
Sedana Medical 93 -1.720000 2656.080000 -327.500000 -10.980000 2983.577733
TOTAL 45247.190000 -330.400000 -4.3709% 45577.591729

Updated:¶

'2023-06-19 14:06:14.622089'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶